Numerical analysis of degenerate Kolmogorov equations of constrained stochastic Hamiltonian systems
نویسندگان
چکیده
منابع مشابه
Numerical Analysis of Constrained Hamiltonian Systems and the Formal Theory of Differential Equations
We show how the formal theory of diierential equations provides a unifying framework for some aspects of constrained Hamiltonian systems and of the numerical analysis of diierential algebraic equations, respectively. This concerns especially the Dirac algorithm for the construction of all constraints and various index concepts for diierential algebraic equations. 1. Introduction Constrained Ham...
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ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 2019
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2019.04.013